+7,836.4%
NVDA vs STLA
-4.1%
+7,840.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -12.7% | -13.8% | +1.0% | -7.4% |
| 30D | -26.4% | -10.5% | -15.9% | -23.6% |
| 3M | -27.6% | -28.9% | +1.2% | -18.2% |
| 6M | -27.7% | -49.7% | +22.0% | -6.2% |
| YTD | -12.5% | -64.9% | +52.4% | +27.5% |
| 1Y | -12.6% | -64.0% | +51.4% | +24.9% |
| 3Y | +235.9% | -77.4% | +313.4% | +457.4% |
| 5Y | +438.2% | -74.4% | +512.7% | +719.1% |
| All | +7,836.4% | -4.1% | +7,840.5% | +6,759.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling